CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
394-0 |
391-0 |
-3-0 |
-0.8% |
399-0 |
High |
394-0 |
392-4 |
-1-4 |
-0.4% |
413-0 |
Low |
386-0 |
388-4 |
2-4 |
0.6% |
385-0 |
Close |
391-0 |
392-0 |
1-0 |
0.3% |
391-0 |
Range |
8-0 |
4-0 |
-4-0 |
-50.0% |
28-0 |
ATR |
16-3 |
15-4 |
-0-7 |
-5.4% |
0-0 |
Volume |
11,295 |
23,396 |
12,101 |
107.1% |
98,087 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-0 |
401-4 |
394-2 |
|
R3 |
399-0 |
397-4 |
393-1 |
|
R2 |
395-0 |
395-0 |
392-6 |
|
R1 |
393-4 |
393-4 |
392-3 |
394-2 |
PP |
391-0 |
391-0 |
391-0 |
391-3 |
S1 |
389-4 |
389-4 |
391-5 |
390-2 |
S2 |
387-0 |
387-0 |
391-2 |
|
S3 |
383-0 |
385-4 |
390-7 |
|
S4 |
379-0 |
381-4 |
389-6 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-3 |
463-5 |
406-3 |
|
R3 |
452-3 |
435-5 |
398-6 |
|
R2 |
424-3 |
424-3 |
396-1 |
|
R1 |
407-5 |
407-5 |
393-5 |
402-0 |
PP |
396-3 |
396-3 |
396-3 |
393-4 |
S1 |
379-5 |
379-5 |
388-3 |
374-0 |
S2 |
368-3 |
368-3 |
385-7 |
|
S3 |
340-3 |
351-5 |
383-2 |
|
S4 |
312-3 |
323-5 |
375-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
413-0 |
386-0 |
27-0 |
6.9% |
12-2 |
3.1% |
22% |
False |
False |
17,274 |
10 |
413-0 |
336-2 |
76-6 |
19.6% |
15-1 |
3.9% |
73% |
False |
False |
18,890 |
20 |
413-0 |
316-0 |
97-0 |
24.7% |
11-6 |
3.0% |
78% |
False |
False |
18,362 |
40 |
450-0 |
316-0 |
134-0 |
34.2% |
11-3 |
2.9% |
57% |
False |
False |
14,192 |
60 |
550-4 |
316-0 |
234-4 |
59.8% |
11-6 |
3.0% |
32% |
False |
False |
11,717 |
80 |
629-0 |
316-0 |
313-0 |
79.8% |
11-6 |
3.0% |
24% |
False |
False |
10,078 |
100 |
654-0 |
316-0 |
338-0 |
86.2% |
12-3 |
3.1% |
22% |
False |
False |
8,806 |
120 |
807-0 |
316-0 |
491-0 |
125.3% |
12-4 |
3.2% |
15% |
False |
False |
7,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-4 |
2.618 |
403-0 |
1.618 |
399-0 |
1.000 |
396-4 |
0.618 |
395-0 |
HIGH |
392-4 |
0.618 |
391-0 |
0.500 |
390-4 |
0.382 |
390-0 |
LOW |
388-4 |
0.618 |
386-0 |
1.000 |
384-4 |
1.618 |
382-0 |
2.618 |
378-0 |
4.250 |
371-4 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
391-4 |
393-4 |
PP |
391-0 |
393-0 |
S1 |
390-4 |
392-4 |
|